基于模型上下文协议(MCP)的富途证券行情交易接口服务器。将富途OpenAPI功能以标准化的MCP协议提供给AI模型使用,支持行情订阅、数据查询等功能。
- 🔌 完全兼容 MCP 2.0 协议标准
- 📊 支持港股、美股、A股等市场的实时行情
- 🔄 支持实时数据订阅和推送
- 📈 支持K线、逐笔、买卖盘等多维度数据
- 🔒 安全的API调用和数据访问机制
- 🛠 提供完整的开发工具和示例代码
在使用本项目之前,您需要:
- 拥有富途证券账户并开通OpenAPI权限
- 安装并运行富途的OpenD网关程序(官方文档)
- 根据您的需求订阅相应的行情权限
- 请勿在代码中硬编码任何账号密码信息
- 确保
.env
文件已添加到.gitignore
中 - 妥善保管您的API访问凭证
- 遵守富途OpenAPI的使用条款和限制
本项目是一个开源工具,旨在简化富途OpenAPI的接入流程。使用本项目时请注意:
- 遵守相关法律法规和富途OpenAPI的使用条款
- 自行承担使用本项目进行交易的风险
- 本项目不提供任何投资建议
- 使用本项目前请确保您已获得所需的行情权限
- Standard MCP 2.0 protocol compliance
- Comprehensive Futu API coverage
- Real-time data subscription support
- Market data access
- Derivatives information
- Account query capabilities
- Resource-based data access
- Interactive prompts for analysis
- Python 3.10+
- Futu OpenAPI SDK
- Model Context Protocol SDK
- uv (recommended)
- Clone the repository:
git clone https://github.com/yourusername/futu-stock-mcp-server.git
cd futu-stock-mcp-server
- Install uv:
# macOS/Linux
curl -LsSf https://astral.sh/uv/install.sh | sh
# Windows (PowerShell)
powershell -c "irm https://astral.sh/uv/install.ps1 | iex"
- Create and activate a virtual environment:
# Create virtual environment
uv venv
# Activate virtual environment
# On macOS/Linux:
source .venv/bin/activate
# On Windows:
.venv\Scripts\activate
- Install dependencies:
# Install in editable mode
uv pip install -e .
- Copy the environment file and configure:
cp .env.example .env
Edit the .env
file with your server settings:
HOST=0.0.0.0
PORT=8000
FUTU_HOST=127.0.0.1
FUTU_PORT=11111
Add new dependencies to pyproject.toml
:
[project]
dependencies = [
# ... existing dependencies ...
"new-package>=1.0.0",
]
Then update your environment:
uv pip install -e .
This project uses Ruff for code linting and formatting. The configuration is in pyproject.toml
:
[tool.ruff]
line-length = 100
target-version = "py38"
[tool.ruff.lint]
select = ["E", "F", "I", "N", "W", "B", "UP"]
Run linting:
uv pip install ruff
ruff check .
Run formatting:
ruff format .
- Start the server:
python -m futu_stock_mcp_server.server
- Connect to the server using an MCP client:
from mcp import ClientSession, StdioServerParameters
from mcp.client.stdio import stdio_client
async def main():
server_params = StdioServerParameters(
command="python",
args=["src/server.py"]
)
async with stdio_client(server_params) as (read, write):
async with ClientSession(read, write) as session:
# Initialize the connection
await session.initialize()
# List available tools
tools = await session.list_tools()
# Call a tool
result = await session.call_tool(
"get_stock_quote",
arguments={"symbols": ["HK.00700"]}
)
# Access a resource
content, mime_type = await session.read_resource(
"market://HK.00700"
)
# Get a prompt
prompt = await session.get_prompt(
"market_analysis",
arguments={"symbol": "HK.00700"}
)
if __name__ == "__main__":
import asyncio
asyncio.run(main())
get_stock_quote
: Get stock quote dataget_market_snapshot
: Get market snapshotget_cur_kline
: Get current K-line dataget_history_kline
: Get historical K-line dataget_rt_data
: Get real-time dataget_ticker
: Get ticker dataget_order_book
: Get order book dataget_broker_queue
: Get broker queue data
subscribe
: Subscribe to real-time dataunsubscribe
: Unsubscribe from real-time data
get_option_chain
: Get option chain dataget_option_expiration_date
: Get option expiration datesget_option_condor
: Get option condor strategy dataget_option_butterfly
: Get option butterfly strategy data
get_account_list
: Get account listget_asset_info
: Get asset informationget_asset_allocation
: Get asset allocation information
get_market_state
: Get market stateget_security_info
: Get security informationget_security_list
: Get security list
Filter stocks based on various conditions.
Parameters:
base_filters
(optional): List of basic stock filters{ "field_name": int, # StockField enum value "filter_min": float, # Optional minimum value "filter_max": float, # Optional maximum value "is_no_filter": bool, # Optional, whether to skip filtering "sort_dir": int # Optional, sort direction }
accumulate_filters
(optional): List of accumulate filters{ "field_name": int, # AccumulateField enum value "filter_min": float, "filter_max": float, "is_no_filter": bool, "sort_dir": int, "days": int # Required, number of days to accumulate }
financial_filters
(optional): List of financial filters{ "field_name": int, # FinancialField enum value "filter_min": float, "filter_max": float, "is_no_filter": bool, "sort_dir": int, "quarter": int # Required, financial quarter }
market
(optional): Market code (e.g. "HK.Motherboard", "US.NASDAQ")page
(optional): Page number, starting from 1 (default: 1)page_size
(optional): Number of results per page, max 200 (default: 200)
Supported Market Codes:
HK.Motherboard
: Hong Kong Main BoardHK.GEM
: Hong Kong GEMHK.BK1911
: H-Share Main BoardHK.BK1912
: H-Share GEMUS.NYSE
: NYSEUS.AMEX
: AMEXUS.NASDAQ
: NASDAQSH.3000000
: Shanghai Main BoardSZ.3000001
: Shenzhen Main BoardSZ.3000004
: Shenzhen ChiNext
Example:
# Get stocks with price between 10 and 50 HKD in Hong Kong Main Board
filters = {
"base_filters": [{
"field_name": 5, # Current price
"filter_min": 10.0,
"filter_max": 50.0
}],
"market": "HK.Motherboard"
}
result = await client.get_stock_filter(**filters)
Notes:
- Limited to 10 requests per 30 seconds
- Each page returns maximum 200 results
- Recommended to use no more than 250 filter conditions
- Maximum 10 accumulate conditions of the same type
- Dynamic data sorting (like current price) may change between pages
- Cannot compare different types of indicators (e.g. MA5 vs EMA10)
market://{symbol}
: Get market data for a symbolkline://{symbol}/{ktype}
: Get K-line data for a symbol
market_analysis
: Create a market analysis promptoption_strategy
: Create an option strategy analysis prompt
The server follows the MCP 2.0 error response format:
{
"jsonrpc": "2.0",
"id": "request_id",
"error": {
"code": -32000,
"message": "Error message",
"data": null
}
}
- The server uses secure WebSocket connections
- All API calls are authenticated through the Futu OpenAPI
- Environment variables are used for sensitive configuration
To add a new tool, use the @mcp.tool()
decorator:
@mcp.tool()
async def new_tool(param1: str, param2: int) -> Dict[str, Any]:
"""Tool description"""
# Implementation
return result
To add a new resource, use the @mcp.resource()
decorator:
@mcp.resource("resource://{param1}/{param2}")
async def new_resource(param1: str, param2: str) -> Dict[str, Any]:
"""Resource description"""
# Implementation
return result
To add a new prompt, use the @mcp.prompt()
decorator:
@mcp.prompt()
async def new_prompt(param1: str) -> str:
"""Prompt description"""
return f"Prompt template with {param1}"
MIT License
Get stock quote data for given symbols.
symbols = ["HK.00700", "US.AAPL", "SH.600519"]
result = await session.call_tool("get_stock_quote", {"symbols": symbols})
Returns quote data including price, volume, turnover, etc.
Get market snapshot for given symbols.
symbols = ["HK.00700", "US.AAPL", "SH.600519"]
result = await session.call_tool("get_market_snapshot", {"symbols": symbols})
Returns comprehensive market data including price, volume, bid/ask prices, etc.
Get current K-line data.
result = await session.call_tool("get_cur_kline", {
"symbol": "HK.00700",
"ktype": "K_1M", # K_1M, K_5M, K_15M, K_30M, K_60M, K_DAY, K_WEEK, K_MON
"count": 100
})
Get historical K-line data.
result = await session.call_tool("get_history_kline", {
"symbol": "HK.00700",
"ktype": "K_DAY",
"start": "2024-01-01",
"end": "2024-03-31"
})
Get real-time trading data.
result = await session.call_tool("get_rt_data", {"symbol": "HK.00700"})
Get ticker data (detailed trades).
result = await session.call_tool("get_ticker", {"symbol": "HK.00700"})
Get order book data.
result = await session.call_tool("get_order_book", {"symbol": "HK.00700"})
Get broker queue data.
result = await session.call_tool("get_broker_queue", {"symbol": "HK.00700"})
Subscribe to real-time data.
result = await session.call_tool("subscribe", {
"symbols": ["HK.00700", "US.AAPL"],
"sub_types": ["QUOTE", "TICKER", "K_1M"]
})
Subscription types:
- "QUOTE": Basic quote
- "ORDER_BOOK": Order book
- "TICKER": Trades
- "RT_DATA": Real-time data
- "BROKER": Broker queue
- "K_1M" to "K_MON": K-line data
Unsubscribe from real-time data.
result = await session.call_tool("unsubscribe", {
"symbols": ["HK.00700", "US.AAPL"],
"sub_types": ["QUOTE", "TICKER"]
})
Get option chain data.
result = await session.call_tool("get_option_chain", {
"symbol": "HK.00700",
"start": "2024-04-01",
"end": "2024-06-30"
})
Get option expiration dates.
result = await session.call_tool("get_option_expiration_date", {
"symbol": "HK.00700"
})
Get option condor strategy data.
result = await session.call_tool("get_option_condor", {
"symbol": "HK.00700",
"expiry": "2024-06-30",
"strike_price": 350.0
})
Get option butterfly strategy data.
result = await session.call_tool("get_option_butterfly", {
"symbol": "HK.00700",
"expiry": "2024-06-30",
"strike_price": 350.0
})
Get account list.
result = await session.call_tool("get_account_list", {"random_string": "dummy"})
Get account funds information.
result = await session.call_tool("get_funds", {"random_string": "dummy"})
Get account positions.
result = await session.call_tool("get_positions", {"random_string": "dummy"})
Get maximum trading power.
result = await session.call_tool("get_max_power", {"random_string": "dummy"})
Get margin ratio for a security.
result = await session.call_tool("get_margin_ratio", {"symbol": "HK.00700"})
Get market state.
result = await session.call_tool("get_market_state", {"market": "HK"})
Available markets: "HK", "US", "SH", "SZ"
Get security information.
result = await session.call_tool("get_security_info", {
"market": "HK",
"code": "00700"
})
Get security list for a market.
result = await session.call_tool("get_security_list", {"market": "HK"})
Get filtered stock list based on conditions.
result = await session.call_tool("get_stock_filter", {
"market": "HK.Motherboard",
"base_filters": [{
"field_name": 1, # Price
"filter_min": 10.0,
"filter_max": 50.0,
"sort_dir": 1 # Ascending
}],
"page": 1,
"page_size": 50
})
Get current server time.
result = await session.call_tool("get_current_time", {"random_string": "dummy"})
Returns timestamp, formatted datetime, date, time and timezone.